V-Lab: Moonbae Steel Co Ltd APARCH Volatility Analysis

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V-Lab

Moonbae Steel Co Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:26.78% (+0.74%)

Analysis last updated: Tuesday, April 30, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0765	12.79
$α$	0.0726	13.27
$β$	0.9274	209.36
$γ$	-0.2034	-5.90
$δ$	1.4512	16.77

Estimation Period:
Nov 7, 1994 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts